Science Score: 54.0%
This score indicates how likely this project is to be science-related based on various indicators:
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✓CITATION.cff file
Found CITATION.cff file -
✓codemeta.json file
Found codemeta.json file -
✓.zenodo.json file
Found .zenodo.json file -
○DOI references
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✓Academic publication links
Links to: zenodo.org -
○Academic email domains
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○Institutional organization owner
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○JOSS paper metadata
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○Scientific vocabulary similarity
Low similarity (7.1%) to scientific vocabulary
Keywords
Repository
a c++ library for the estimation of state-space models
Basic Info
Statistics
- Stars: 0
- Watchers: 1
- Forks: 0
- Open Issues: 7
- Releases: 2
Topics
Metadata Files
README.md
SSME: a c++ static library for state space model forecasting and estimation
The current availability includes particle marginal Metropolis-Hastings with a multivariate normal parameter proposals. Also included is the pack container class template that holds onto parameters. Because it is quite common to transform the parameters, this class has the ability to return transformed and untransformed parameters vectors, as well as automatically compute and return (log- )jacobians (which comes in handy when working with evaluating the parameter proposal distribution).
Installation
cd into the location where you want the code saved and then type the following
git clone https://github.com/tbrown122387/ssme.git
cd ssme
mkdir build && cd build/
cmake .. -DCMAKE_INSTALL_PREFIX:PATH=/usr/local
sudo cmake --build . --config Release --target install --parallel
example:
For an example, navigate to the ssme/example directory, and type the following
mkdir build && cd build
cmake ..
make
cd ..
./build/ssme_example spy_returns.csv univ_svol_pmmh_samples univ_svol_pmmh_messages 100 100
Owner
- Name: Taylor R. Brown
- Login: tbrown122387
- Kind: user
- Company: University of Virginia
- Website: tbrown122387.github.io/
- Twitter: tbrown122387
- Repositories: 9
- Profile: https://github.com/tbrown122387
Citation (CITATION.cff)
cff-version: 1.2.0 message: "If you use this software, please cite it as below." authors: - family-names: "Brown" given-names: "Taylor" orcid: "https://orcid.org/0000-0003-4972-6251" title: "SSME: a c++ static library for state space model forecasting and estimation" version: 1.0.1 doi: 10.5281/zenodo.2633292 date-released: 2022-08-04 url: "https://github.com/tbrown122387/ssme"